+289.4%
HPE vs GNRC
+61.6%
+227.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +2.9% | +9.5% | +11.4% |
| 7D | +19.4% | -0.2% | +19.6% | +19.6% |
| 30D | +5.6% | -15.7% | +21.3% | +12.1% |
| 3M | +33.1% | -27.3% | +60.4% | +47.5% |
| 6M | +192.5% | -12.1% | +204.5% | +205.0% |
| YTD | +160.9% | +37.1% | +123.8% | +132.4% |
| 1Y | +155.0% | -0.5% | +155.4% | +150.5% |
| 3Y | +289.4% | +61.5% | +227.9% | +227.9% |
| All | +289.4% | +61.6% | +227.8% | +227.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded GNRC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling